+155.5%
GE vs LDOS
+248.5%
-93.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +3.6% |
| 7D | +7.1% | -7.2% | +14.3% | +10.1% |
| 30D | +6.5% | +16.8% | -10.4% | -0.4% |
| 3M | -13.6% | -1.6% | -12.0% | -13.7% |
| 6M | +6.0% | -1.0% | +7.0% | +4.8% |
| YTD | +5.4% | -25.8% | +31.2% | +16.1% |
| 1Y | +6.5% | -31.1% | +37.5% | +21.3% |
| 3Y | +268.6% | +32.8% | +235.8% | +197.4% |
| 5Y | +389.0% | +49.4% | +339.7% | +259.1% |
| All | +155.5% | +248.5% | -93.0% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LDOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling